Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-02 0.339402 0.372432 0.408444 0.450833 0.499630 0.554364 0.620859
2025-03-09 0.299894 0.342250 0.391097 0.452225 0.527573 0.618627 0.738903
2025-03-16 0.278147 0.327516 0.387099 0.465574 0.568191 0.700771 0.890215
2025-03-23 0.258252 0.311886 0.379072 0.471451 0.598593 0.772998 1.041168
2025-03-30 0.240572 0.296736 0.369335 0.472930 0.622107 0.838217 1.194412
2025-04-06 0.224312 0.281623 0.357700 0.469786 0.637758 0.893427 1.343220
2025-04-13 0.205437 0.261314 0.336965 0.451144 0.627574 0.906752 1.424568
2025-04-20 0.195586 0.252437 0.331136 0.453226 0.648705 0.972607 1.613518
2025-04-27 0.186421 0.243738 0.324666 0.453379 0.666318 1.034801 1.811357
2025-05-04 0.178032 0.235487 0.318078 0.452464 0.681665 1.095014 2.021809
2025-05-11 0.171460 0.229376 0.314105 0.455124 0.703142 1.169868 2.287741
2025-05-18 0.161313 0.217377 0.300331 0.440449 0.691934 1.178928 2.399906
2025-05-25 0.151164 0.205078 0.285694 0.423758 0.676358 1.179132 2.497561
2025-06-01 0.146306 0.200469 0.282733 0.426561 0.697471 1.260011 2.844256
2025-06-08 0.144088 0.199711 0.285739 0.439850 0.740396 1.397684 3.425332
2025-06-15 0.140537 0.196656 0.284775 0.445908 0.769668 1.510792 3.997172
2025-06-22 0.136422 0.192473 0.281648 0.447670 0.790211 1.607489 4.576012
2025-06-29 0.131797 0.187234 0.276414 0.445000 0.800859 1.681357 5.120024
2025-07-06 0.124928 0.178084 0.264065 0.427851 0.777577 1.659145 5.235889
2025-07-13 0.121821 0.174899 0.261749 0.429874 0.797760 1.763096 6.027262
2025-07-20 0.118607 0.171384 0.258647 0.430072 0.813755 1.859355 6.880966
2025-07-27 0.115428 0.167783 0.255186 0.429256 0.827247 1.951953 7.825763
2025-08-03 0.112946 0.165232 0.253437 0.431749 0.849148 2.077953 9.162807